CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 1.3507 1.3515 0.0008 0.1% 1.3666
High 1.3535 1.3520 -0.0015 -0.1% 1.3666
Low 1.3501 1.3500 -0.0001 0.0% 1.3488
Close 1.3535 1.3520 -0.0015 -0.1% 1.3488
Range 0.0034 0.0020 -0.0014 -41.2% 0.0178
ATR 0.0054 0.0053 -0.0001 -2.5% 0.0000
Volume 78 34 -44 -56.4% 637
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3573 1.3567 1.3531
R3 1.3553 1.3547 1.3526
R2 1.3533 1.3533 1.3524
R1 1.3527 1.3527 1.3522 1.3530
PP 1.3513 1.3513 1.3513 1.3515
S1 1.3507 1.3507 1.3518 1.3510
S2 1.3493 1.3493 1.3516
S3 1.3473 1.3487 1.3515
S4 1.3453 1.3467 1.3509
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4081 1.3963 1.3586
R3 1.3903 1.3785 1.3537
R2 1.3725 1.3725 1.3521
R1 1.3607 1.3607 1.3504 1.3577
PP 1.3547 1.3547 1.3547 1.3533
S1 1.3429 1.3429 1.3472 1.3399
S2 1.3369 1.3369 1.3455
S3 1.3191 1.3251 1.3439
S4 1.3013 1.3073 1.3390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.3488 0.0176 1.3% 0.0046 0.3% 18% False False 146
10 1.3727 1.3488 0.0239 1.8% 0.0044 0.3% 13% False False 530
20 1.3727 1.3488 0.0239 1.8% 0.0039 0.3% 13% False False 271
40 1.3820 1.3488 0.0332 2.5% 0.0030 0.2% 10% False False 139
60 1.3820 1.3318 0.0502 3.7% 0.0030 0.2% 40% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3605
2.618 1.3572
1.618 1.3552
1.000 1.3540
0.618 1.3532
HIGH 1.3520
0.618 1.3512
0.500 1.3510
0.382 1.3508
LOW 1.3500
0.618 1.3488
1.000 1.3480
1.618 1.3468
2.618 1.3448
4.250 1.3415
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 1.3517 1.3521
PP 1.3513 1.3520
S1 1.3510 1.3520

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These figures are updated between 7pm and 10pm EST after a trading day.

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